ISSN: 2658-8455 Volume 2, Issue 3 (May, 2021), pp.390-405. www.ijafame.org Predicting Stock Market Movements Using Machine Learning Techniques Bilal Elmsili, (PhD, Student) Laboratory of Economic Analysis and Modeling (LEAM) Faculty of Law, Economics and Social Sciences Souissi Mohammed V University of Rabat, Morocco Benaceur Outtaj, (PhD, Professor) Laboratory of Economic Analysis and Modeling (LEAM) Faculty of Law, Economics and Social Sciences Souissi Mohammed V University of Rabat, Morocco Faculty of Law, Economics and Social Sciences Souissi Al Irfane. BP 6430 Rabat Mohammed V University in Rabat Correspondence address: Morocco (Rabat) +212 5 37 67 17 19
[email protected] The authors are not aware of any funding, that might be Disclosure statement: perceived as affecting the objectivity of this study. Conflicts of interest: The authors reports no conflicts of interest. Elmsili, B., & Outtaj, B. (2021). Predicting Stock Market Movements Using Machine Learning Techniques. Cite this article International Journal of Accounting, Finance, Auditing, Management and Economics, 2(3), 390-405. https://doi.org/10.5281/zenodo.4869914 This is an open access article under the CC BY-NC-ND License license DOI: 10.5281/zenodo.4869914 Received: May 09, 2021 Published online: May 30, 2021 International Journal of Accounting, Finance, Auditing, Management and Economics - IJAFAME ISSN: 2658-8455 Volume 2, Issue 3 (May, 2021) ISSN: 2658-8455 Volume 2, Issue 3 (May, 2021), pp.390-405. www.ijafame.org Predicting Stock Market Movements Using Machine Learning Techniques Abstract The purpose of this paper is to compare the performance of various state-of-the-art machine learning techniques in predicting the behavior of stock-market returns.